Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis
By Rabeh Khalfaoui, Mohamed Boutahar, Heni Boubaker. 2015
252 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/af189d00e056fc27596a54f2eba1a3da421effb6
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Stavros Degiannakis *
- George Filis
- Vipin Arora
- Brian M. Lucey
- Dirk G. Baur
- Fergal O'Connor
- Jonathan A. Batten
- Nikolaos Antonakakis
In Finance
- George Filis
- Stavros Degiannakis *
- Brian M. Lucey
- Vipin Arora
- Dirk G. Baur
- R. Brooks
- Shawkat Hammoudeh
- Mardi Dungey
Citations in the corpus
- The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations (2019, unknown): “𝑙+2𝑛 +∞ −∞ (see Khalfaoui et al. 2015).”
- Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, methodology): “Khalfaoui et al. (2015) use data for the stock market volatilities of the G7 countries, as well as, WTI crude oil price volatility.”
- The Financial Economics of Gold – A Survey (2015, background): “Sensoy, Hacihasanoglu, and Nguyen (2015) and Khalfaoui, Boutahar, and Boubaker (2015) examine spillovers between (among other assets) oil and gold futures.”